+15.5%
DKS vs NTR
+45.7%
-30.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | -33.4% | +16.8% | -50.1% | -34.9% |
| 3M | -39.4% | +20.7% | -60.1% | -41.2% |
| 6M | -30.1% | +0.5% | -30.6% | -30.3% |
| YTD | -31.0% | +29.2% | -60.1% | -34.4% |
| 1Y | -40.2% | +39.6% | -79.8% | -44.0% |
| 3Y | +30.9% | +37.9% | -6.9% | +20.7% |
| All | +15.5% | +45.7% | -30.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling